Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Zins"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Weak and strong no-arbitrage c...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zins
Theorie
21
Theory
21
Yield curve
14
Zinsstruktur
14
Stochastic process
11
Stochastischer Prozess
11
Arbitrage
9
Option pricing theory
9
Optionspreistheorie
9
Arbitrage Pricing
7
Arbitrage pricing
7
Financial market
7
Finanzmarkt
7
Martingal
7
Martingale
7
Portfolio selection
7
Portfolio-Management
7
Capital income
5
Kapitaleinkommen
5
Interest rate
4
CAPM
3
Credit risk
3
Free lunch with vanishing risk
3
Kreditrisiko
3
Markov chain
3
Markov-Kette
3
Risiko
3
Risk
3
Affine process
2
Arbitrage of the first kind
2
Branching process
2
Enlargement of filtration
2
Financial economics
2
HJM model
2
Handelshemmnisse
2
Hedging
2
Honest time
2
Information value
2
Informationswert
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Fontana, Claudio
3
Gnoatto, Alessandro
1
Rotondi, Francesco
1
Runggaldier, Wolfgang J.
1
Szulda, Guillaume
1
Published in...
All
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
2
Multiple yield curve modelling with CBI processes
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 579-610
Persistent link: https://www.econbiz.de/10012586190
Saved in:
3
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
